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2017 | OriginalPaper | Chapter

An Approximate Support Vector Machines Solver with Budget Control

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Abstract

We propose a novel approach to approximately solve online kernel Support Vector Machines (SVM) with the number of support vectors set beforehand. To this aim, we modify the original formulation introducing a new constraint that penalizes the deviation with respect to the desired number of support vectors. The resulting problem is solved using stochastic subgradient methods with block coordinate descent. Comparison with state-of-the-art online methods shows very promising results.

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Footnotes
1
f(x) is called to be quasi-concave when the set \(\{x | f(x) = \epsilon \}\) is a convex set.
 
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Metadata
Title
An Approximate Support Vector Machines Solver with Budget Control
Authors
Carles R. Riera
Oriol Pujol
Copyright Year
2017
DOI
https://doi.org/10.1007/978-3-319-52277-7_46

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